+631.4%
PEP vs ON
+199.0%
+432.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.6% | -0.7% |
| 7D | -1.4% | +2.4% | -3.8% | -1.5% |
| 30D | +0.2% | -3.3% | +3.5% | +0.3% |
| 3M | -1.1% | -43.6% | +42.5% | +0.9% |
| 6M | -13.5% | +19.0% | -32.4% | -14.9% |
| YTD | -1.2% | +37.4% | -38.5% | -3.6% |
| 1Y | -1.6% | +54.8% | -56.3% | -4.6% |
| 3Y | -12.5% | -25.2% | +12.7% | -13.5% |
| 5Y | +3.0% | +62.7% | -59.7% | -3.1% |
| 10Y | +73.9% | +574.3% | -500.4% | +50.4% |
| All | +631.4% | +199.0% | +432.4% | +473.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ON wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling